SSRNTrading, Microstructure & Execution
Commodity Market Liquidity Factors
The research identifies the key factors influencing commodity futures liquidity, with idiosyncratic factors and excess hedging demand having the most impact, and well-funded liquidity providers able to lessen negative effects.
Featured in No. 20 on 12 Oct 2023 · 1 day after release
- Released
- 11 Oct 2023
- First featured
- No. 20 · 12 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4599551
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).